Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 21 Jun 2026
48+
Matches
3
Pages
OS Top Picks
Active Screen
Preset: os_top ×
Preset Screens
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OS Top Picks
Highest OS composite — balanced value, quality, momentum
Trending Value (VC2)
O'Shaughnessy's #1 strategy — cheapest VC2 decile + 6M momentum
Deep Value
Low P/E, high earnings yield, strong F-Score
VC2 Cheapest Decile
Top 10% by Value Composite 2 — O'Shaughnessy multi-factor value
Quality at a Price
High QV composite — avoids value traps via quality gate
Cornerstone Value
O'Shaughnessy Market Leaders (ex-utilities) ranked by dividend yield
Cornerstone Growth
All Stocks universe, P/S < 1.5, 5yr earnings consistency, strongest momentum
GARP
Growth at a reasonable price — revenue growth + moderate P/E
Shareholder Yield
Dividends + net buybacks — O'Shaughnessy's shareholder cash return
EBITDA/EV Value
Highest EBITDA/EV (positive only) — O'Shaughnessy's strongest value signal
Trending Value (Classic)
Cheapest decile by value + 6M momentum overlay
Quality Compounders
High ROE, margins, low debt — long-term compounders
Piotroski Bargains
F-Score ≥7 with top-half value
Alpha Within Value
Cheap + internally funded buybacks + good capital allocation
Veiled Value
OSAM insight: expensive by P/B but cheap by everything else
Consistent Earners
5+ years of consecutive EPS growth — O'Shaughnessy growth signal
Momentum Leaders
Strongest 12-1 momentum with controlled risk
Risk-Adjusted Momentum
Highest 12-1 momentum per unit of volatility
Market Leaders
O'Shaughnessy Market Leaders ranked by OS composite
Market Leaders Value
OSAM production strategy — market leaders + shareholder yield
Small Cap Value
Small/micro caps with strong value — higher alpha potential
Tiny Titans
O'Shaughnessy micro-caps (~25M-250M local currency), low P/S, momentum
Low Volatility
Defensive picks — lowest vol with positive momentum
OS Score Improvers
Biggest positive change in composite score vs prior snapshot
Cheapest in Sector
Sector-relative bargains (fallback: top value cohort when sector score unavailable)
High Yield
Top dividend and FCF yields for income investors
48+
tickers match
· Page 2 of 3
RILY NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.970
P/E
1.0×
F-Score
5/9
E/Y
0.1491
EBITDA/EV
0.1714
SH Yield
0.1155
ROE
4.8587
Margin
0.2982
Vol
0.9704
RAM
2.73
QV
0.904
Conf
0.939
RILYL NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.990
P/E
1.0×
F-Score
5/9
E/Y
0.1495
EBITDA/EV
0.1719
SH Yield
0.1169
ROE
4.8587
Margin
0.2982
Vol
1.6118
RAM
4.80
QV
0.904
Conf
0.939
TOYO NASDAQ
TOYO Co., Ltd Ordinary Shares
0.990
Technology
Solar
SMALL
Value%
0.910
Quality%
0.960
Mom%
0.970
P/E
11.7×
F-Score
7/9
E/Y
0.1182
EBITDA/EV
0.2020
SH Yield
-0.0086
ROE
0.2837
Margin
0.0928
Vol
0.9770
RAM
3.04
QV
0.935
Conf
0.909
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.820
Mom%
0.840
P/E
7.8×
F-Score
6/9
E/Y
0.2474
EBITDA/EV
0.5534
SH Yield
0.0607
ROE
0.0549
Margin
0.0228
Vol
0.4779
RAM
1.13
QV
0.896
Conf
0.939
B NYSE
Barrick Mining Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.870
Quality%
0.980
Mom%
0.920
P/E
11.1×
F-Score
9/9
E/Y
0.1471
EBITDA/EV
0.1733
SH Yield
0.0428
ROE
0.2223
Margin
0.3210
Vol
0.4313
RAM
2.27
QV
0.923
Conf
1.000
BODI NASDAQ
The Beachbody Company, Inc.
0.980
Communication Services
Internet Content & Information
MICRO
Value%
0.950
Quality%
0.770
Mom%
0.950
P/E
12.3×
F-Score
5/9
E/Y
0.1869
EBITDA/EV
0.4867
SH Yield
-0.0100
ROE
0.1506
Margin
0.0221
Vol
0.9164
RAM
2.05
QV
0.855
Conf
0.909
BVN NYSE
Compania de Minas Buenaventura SAA ADR
0.980
Basic Materials
Other Precious Metals & Mining
MID
Value%
0.870
Quality%
0.930
Mom%
0.920
P/E
8.5×
F-Score
7/9
E/Y
0.1289
EBITDA/EV
0.1456
SH Yield
0.0304
ROE
0.2361
Margin
0.4773
Vol
0.5111
RAM
2.24
QV
0.899
Conf
1.000
BWLP NYSE
BW LPG Limited
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.960
Quality%
0.740
Mom%
0.890
P/E
7.6×
F-Score
5/9
E/Y
0.1432
EBITDA/EV
0.2163
SH Yield
0.0695
ROE
0.1897
Margin
0.1009
Vol
0.4835
RAM
2.04
QV
0.843
Conf
1.000
CMRE NYSE
Costamare Inc
0.980
Industrials
Marine Shipping
SMALL
Value%
0.950
Quality%
0.840
Mom%
0.890
P/E
5.3×
F-Score
7/9
E/Y
0.1573
EBITDA/EV
0.2053
SH Yield
0.0151
ROE
0.1602
Margin
0.4059
Vol
0.3233
RAM
2.64
QV
0.893
Conf
1.000
CPA NYSE
Copa Holdings SA
0.980
Industrials
Airlines
MID
Value%
0.920
Quality%
0.900
Mom%
0.830
P/E
8.7×
F-Score
5/9
E/Y
0.1117
EBITDA/EV
0.1580
SH Yield
0.0521
ROE
0.2462
Margin
0.1876
Vol
0.3265
RAM
1.19
QV
0.910
Conf
1.000
CVE NYSE
Cenovus Energy Inc
0.980
Energy
Oil & Gas Integrated
LARGE
Value%
0.940
Quality%
0.790
Mom%
0.900
P/E
10.1×
F-Score
6/9
E/Y
0.1022
EBITDA/EV
0.1976
SH Yield
0.0718
ROE
0.1425
Margin
0.0940
Vol
0.3422
RAM
3.22
QV
0.862
Conf
1.000
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
DAC NYSE
Danaos Corporation
0.980
Industrials
Marine Shipping
MID
Value%
0.970
Quality%
0.850
Mom%
0.840
P/E
4.4×
F-Score
5/9
E/Y
0.2327
EBITDA/EV
0.3141
SH Yield
0.0356
ROE
0.1327
Margin
0.4985
Vol
0.2477
RAM
2.18
QV
0.908
Conf
1.000
DDI NASDAQ
Doubledown Interactive Co Ltd
0.980
Communication Services
Electronic Gaming & Multimedia
SMALL
Value%
0.970
Quality%
0.910
Mom%
0.730
P/E
4.9×
F-Score
5/9
E/Y
0.9113
EBITDA/EV
0.9591
SH Yield
0.0002
ROE
0.1163
Margin
0.3077
Vol
0.3091
RAM
1.12
QV
0.940
Conf
1.000
DLX NYSE
Deluxe Corporation
0.980
Industrials
Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.870
P/E
10.1×
F-Score
6/9
E/Y
0.1072
EBITDA/EV
0.1637
SH Yield
0.0523
ROE
0.1491
Margin
0.0487
Vol
0.4530
RAM
1.53
QV
0.904
Conf
0.970
ERO NYSE
Ero Copper Corp
0.980
Basic Materials
Copper
MID
Value%
0.850
Quality%
0.960
Mom%
0.900
P/E
10.6×
F-Score
8/9
E/Y
0.1073
EBITDA/EV
0.1497
SH Yield
-0.0026
ROE
0.2650
Margin
0.3155
Vol
0.5732
RAM
1.34
QV
0.903
Conf
1.000
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.810
Mom%
0.860
P/E
0.8×
F-Score
5/9
E/Y
1.4382
EBITDA/EV
1.4902
SH Yield
-0.1386
ROE
0.7877
Margin
1.9312
Vol
0.7353
RAM
0.73
QV
0.891
Conf
0.939
FLXS NASDAQ
Flexsteel Industries Inc
0.980
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.950
Quality%
0.770
Mom%
0.890
P/E
8.5×
F-Score
7/9
E/Y
0.1593
EBITDA/EV
0.1732
SH Yield
0.0163
ROE
0.1679
Margin
0.0679
Vol
0.6219
RAM
0.97
QV
0.855
Conf
1.000
FXNC NASDAQ
First National Corp
0.980
Financial Services
Banks - Regional
MICRO
Value%
0.930
Quality%
0.850
Mom%
0.850
P/E
12.6×
F-Score
7/9
E/Y
0.2171
EBITDA/EV
0.2551
SH Yield
0.0239
ROE
0.1113
Margin
0.1805
Vol
0.2489
RAM
2.10
QV
0.889
Conf
1.000
HMY NYSE
Harmony Gold Mining Company Limited
0.980
Basic Materials
Gold
LARGE
Value%
0.990
Quality%
0.980
Mom%
0.690
P/E
0.4×
F-Score
8/9
E/Y
2.7396
EBITDA/EV
3.3567
SH Yield
0.0183
ROE
0.5081
Margin
0.1753
Vol
0.6383
RAM
0.33
QV
0.985
Conf
0.872
HTHT NASDAQ
Huazhu Group Ltd
0.980
Consumer Cyclical
Lodging
LARGE
Value%
0.950
Quality%
0.920
Mom%
0.770
P/E
2.6×
F-Score
6/9
E/Y
0.2091
EBITDA/EV
0.2423
SH Yield
0.0766
ROE
0.4568
Margin
0.1932
Vol
0.2749
RAM
1.48
QV
0.935
Conf
1.000
IHS NYSE
IHS Holding Ltd
0.980
Real Estate
Real Estate Services
MID
Value%
0.920
Quality%
0.930
Mom%
0.810
P/E
14.7×
F-Score
7/9
E/Y
0.1733
EBITDA/EV
0.2342
SH Yield
0.0000
ROE
-0.9638
Margin
0.1196
Vol
0.2542
RAM
1.79
QV
0.925
Conf
0.909
INSW NYSE
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.900
Quality%
0.900
Mom%
0.940
P/E
7.7×
F-Score
6/9
E/Y
0.2019
EBITDA/EV
0.2372
SH Yield
0.0986
ROE
0.2488
Margin
0.5539
Vol
0.3561
RAM
3.42
QV
0.900
Conf
1.000
IX NYSE
Orix Corp Ads
0.980
Financial Services
Financial Conglomerates
LARGE
Value%
0.980
Quality%
0.780
Mom%
0.910
F-Score
7/9
E/Y
0.1640
EBITDA/EV
0.2414
SH Yield
0.0000
ROE
0.0996
Margin
0.1341
Vol
0.2952
RAM
2.95
QV
0.874
Conf
0.970